Robust stabilization for stochastic time-delay systems based on H∞ control

This paper investigates the problems of robust H_infin control for uncertain neutral stochastic time-delay systems with time-varying norm-bounded parameter uncertainties. The time delay is assumed to be known. Delay-dependent sufficient condition for the existence of state feedback controllers is proposed, which ensure exponentially mean-square stability of the resulting closed-loop system and reduce the effect of the disturbance input on the controlled output to a prescribed level for all admissible uncertainties. A linear matrix inequality approach is employed to design the desired state feedback controllers. An illustrative example shows the feasibility of the proposed design method.